Variable time-step I-scheme for nonlinear evolution equations governed by a monotone operator

被引:8
作者
Emmrich, Etienne [1 ]
机构
[1] Tech Univ Berlin, Inst Math, D-10623 Berlin, Germany
关键词
Evolution equation; Monotone operator; Time discretisation; nu-scheme; Non-uniform grid; Convergence; LINEAR MULTISTEP METHODS; FINITE-ELEMENT METHODS; RUNGE-KUTTA METHODS; 2-STEP BDF; PARABOLIC EQUATIONS; ERROR ANALYSIS; DISCRETIZATION; CONVERGENCE; STABILITY; APPROXIMATION;
D O I
10.1007/s10092-009-0007-8
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The single-step I-scheme on a variable time grid is employed for the approximate solution of the initial-value problem for a nonlinear first-order evolution equation. The evolution equation is supposed to be governed by a possibly time-dependent hemicontinuous operator that is (up to a shift) monotone and coercive, and fulfills a certain growth condition. A piecewise constant as well as piecewise linear prolongation of the time-discrete solution is shown to converge towards the exact solution if Ia parts per thousand yen1/2 (including the Crank-Nicolson scheme). In the appearance of a strongly continuous perturbation of the monotone main part, the method is still convergent if I > 1/2 and if the ratio of adjacent step sizes is bounded from above by a power of I/(1-I). Besides convergence also well-posedness of the time-discrete problem as well as a priori error estimates are studied.
引用
收藏
页码:187 / 210
页数:24
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